+446.2%
APP vs FSLR
+146.0%
+300.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.6% | +30.4% | +30.9% |
| 7D | +39.7% | +10.7% | +29.0% | +36.1% |
| 30D | +27.7% | +8.9% | +18.9% | +25.0% |
| 3M | -14.8% | -17.3% | +2.6% | -10.7% |
| 6M | -25.5% | -10.8% | -14.8% | -24.3% |
| YTD | -47.2% | -25.1% | -22.1% | -44.7% |
| 1Y | -42.3% | -29.4% | -12.9% | -38.5% |
| 3Y | +806.8% | +28.8% | +778.0% | +609.5% |
| 5Y | +261.6% | +68.3% | +193.3% | +97.5% |
| All | +446.2% | +146.0% | +300.2% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling